@rakeshr I am attaching the required logs again for your reference, hope you review this log today itself till the time you have the required data at your end.
In HALMAYFUT_IintradayAPI_vs_WebSocket_1min_V1 you will find 1 min Intraday API data as …
@rakeshr I have provided you the data on 14th may during day time only but you checked it today. I will be providing you the same tomorrow during market hours hope you will be able to check it
@rakeshr
Thank you for looking into this issue. As you have requested I have attached the required data for your reference.
In Updated_Intraday_API vs Web_Socket.xls, you will get data from Intraday API as well as web socket logged for 15:05 inter…
@rakeshr
As mentioned earlier, I have:
Ensured my WebSocket candle aggregation logic uses the volume_traded field and calculates interval volume as EndVol - StartVol.
Confirmed my OHLC derivation from ticks matches standard methodology (first/last …
@rakeshr
Thanks for checking and replying back to this.
I have made some changes in my code as per the your recommendations and there has been improvement.
I see now OHLC matching for the same intervals when compared to Intraday API vs web socket.…